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From "Patrick Meyer (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-909) FDistribution NoBracketingException in BrentSolver
Date Mon, 26 Nov 2012 14:56:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-909?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13503818#comment-13503818
] 

Patrick Meyer commented on MATH-909:
------------------------------------

Ha, you're right! R is less accurate. I checked the value with Stata (code listed below) and
the result was 0.97307795. I'm satisfied. CM returns a more accurate value.

{code}
display invF(10675, 501725, 0.025)
{code}
                
> FDistribution NoBracketingException in BrentSolver
> --------------------------------------------------
>
>                 Key: MATH-909
>                 URL: https://issues.apache.org/jira/browse/MATH-909
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>            Reporter: Patrick Meyer
>   Original Estimate: 24h
>  Remaining Estimate: 24h
>
> I get an exception when running the code below. the exception is 
> {code}
> function values at endpoints do not have different signs, endpoints: [0, 1.002], values:
[-0.025, -∞]
> {code}
> The problematic code:
> {code}
> double df1 = 10675;
> double df2 = 501725;
> FDistribution fDist = new FDistribution(df1, df2);
> System.out.println(fDist.inverseCumulativeProbability(0.025));//NoBracketingException
> {code}
> However, R returns the value 0.9733505. The R code is:
> {code}
> qf(p=.025, df1=10675, df2=501725)
> {code}
> I don't know enough about the FDistribution class to know the solution to the exception,
but I thought I would report it.

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